Non-smooth optimization methods for computation of the Conditional Value-at-risk and portfolio optimization (Q3426227): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:11, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-smooth optimization methods for computation of the Conditional Value-at-risk and portfolio optimization |
scientific article |
Statements
Non-smooth optimization methods for computation of the Conditional Value-at-risk and portfolio optimization (English)
0 references
8 March 2007
0 references
non-smooth optimization
0 references
conditional value-at-risk
0 references
expected shortfall
0 references
portfolio optimization
0 references
numerical optimization
0 references
